+35.4%
BABA vs CRL
+99.4%
-64.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.7% | -8.4% | -4.1% |
| 7D | +3.8% | +4.4% | -0.5% | +3.3% |
| 30D | -5.4% | +17.1% | -22.5% | -7.0% |
| 3M | -17.9% | +32.1% | -50.0% | -20.3% |
| 6M | -24.1% | +98.9% | -123.0% | -29.7% |
| YTD | -27.4% | +77.1% | -104.6% | -32.3% |
| 1Y | -36.1% | +110.3% | -146.3% | -41.6% |
| 3Y | +35.4% | +108.5% | -73.1% | +4.4% |
| All | +35.4% | +99.4% | -64.0% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling